Natural Gas Historical Replay: 2009-02 to 2009-05
Replay 70 daily bars of natural gas from February to May 2009, when prices fell 12.6% on a brutal 28.4% drawdown. You will step through each session, tackle 13 decision points, and receive an AI coach review, all on simulated capital.
70 daily bars · 13 decision points · 2009-02 to 2009-05 · Commodities
Key facts
This window spans 99 days with a peak-to-trough drawdown of 28.4% and a 36.9% run-up.
- Max drawdown
- −28.4%
- Max run-up
- +36.9%
- Duration
- 99 days
- Largest single-day move
- +13.3%
- Bars
- 70 Daily bars
- Decision points
- 13
Every figure above is computed programmatically from this replay’s own candle series — no editorial input, no LLM. Methodology: Methodology
The market advances day by day. You only see candles up to the current day — as if you were really there.
At key decision points choose Buy / Trim / Exit / Hold. Each decision advances the timeline by one day.
After settlement you get a six-dimension score and an AI coach review. Your result enters the scenario leaderboard.
Event Replay
What happened — and what it teaches
In early 2009, the commodities markets were reeling from the global financial crisis. Natural gas, a cornerstone of US energy trading, faced extraordinary uncertainty as industrial demand collapsed and storage levels climbed. This replay covers 70 daily trading sessions from February 10 to May 20, 2009—a period when the market offered little respite and every decision carried weight.
The numbers tell a grim story: natural gas prices fell 12.6% from 4.54 to 3.97 over the replay window, but that headline figure obscures the true turbulence beneath. The maximum drawdown reached a severe 28.4%, meaning positions entered at the wrong moment faced devastating losses. The largest single session moved 13.3%, underscoring the violent swings that defined this era. Traders navigating this scenario confronted 13 decision points, with 5 deemed critical moments that could dramatically shift outcomes.
This replay is a masterclass in risk discipline. The gap between the modest -12.6% net decline and the brutal 28.4% drawdown reveals how volatility itself becomes the enemy when position sizing and stop-loss protocols are absent. Participants learn that survival in choppy energy markets requires predefined exits, emotional compartmentalization during drawdowns, and the humility to recognize when market conditions have shifted permanently. The 5 critical decision points serve as crucibles where process—not prediction—determines long-term viability.
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